+124.4%
CHSCN vs SPY
+405.1%
-280.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +2.0% | +2.0% | 0.0% | +1.4% |
| 6M | +2.8% | +13.0% | -10.2% | -0.7% |
| YTD | +5.0% | +13.5% | -8.5% | +1.3% |
| 1Y | +6.9% | +20.0% | -13.0% | +1.5% |
| 3Y | +21.4% | +77.2% | -55.7% | +1.7% |
| 5Y | +24.7% | +81.9% | -57.2% | +2.6% |
| 10Y | +64.6% | +314.1% | -249.5% | +2.0% |
| All | +124.4% | +405.1% | -280.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling